IDOG vs. JIVE

Last updated Jun 23, 2026

IDOG (ALPS International Sector Dividend Dogs ETF) and JIVE (Jpmorgan International Value ETF) are both Foreign Large Cap Equities funds. IDOG is passively managed, while JIVE is actively managed. Over the past year, IDOG returned 31.59% vs 44.94% for JIVE. Their correlation of 0.85 suggests significant overlap in exposure. IDOG charges 0.50%/yr vs 0.55%/yr for JIVE.

Performance

IDOG vs. JIVE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS International Sector Dividend Dogs ETF (IDOG) and Jpmorgan International Value ETF (JIVE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IDOG achieves a 10.49% return, which is significantly lower than JIVE's 17.13% return.

IDOG

• 1D: -0.31%
• 1M: -2.89%
• YTD: 10.49%
• 6M: 11.30%
• 1Y: 31.59%
• 3Y*: 20.32%
• 5Y*: 13.17%
• 10Y*: 11.30%

JIVE

• 1D: 0.11%
• 1M: 2.55%
• YTD: 17.13%
• 6M: 17.93%
• 1Y: 44.94%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IDOG vs. JIVE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
IDOG ALPS International Sector Dividend Dogs ETF	10.49%	39.94%	1.35%	8.79%
JIVE Jpmorgan International Value ETF	17.13%	49.80%	11.22%	5.36%

Correlation

The correlation between IDOG and JIVE is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.79
Correlation (All Time) Calculated using the full available price history since Sep 14, 2023	0.85

The correlation between IDOG and JIVE has been stable across timeframes, ranging from 0.79 to 0.85 - a consistent structural relationship.

IDOG vs. JIVE - Sectors Allocation Comparison

Sectors	IDOG	JIVE
Industrials	12.2%	10.2%
Financial Services	11.3%	37.6%
Basic Materials	10.2%	5.7%
Energy	10.1%	10.7%
Communication Services	9.8%	4.2%
Consumer Cyclical	9.6%	6.2%
Utilities	9.6%	2.4%
Consumer Defensive	9.1%	4.3%
Technology	9.1%	11.7%
Healthcare	8.9%	4.5%
Real Estate	-	2.4%

Return for Risk

IDOG vs. JIVE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IDOG

IDOG Risk / Return Rank: 77
IDOG Sharpe Ratio Rank: 74
IDOG Sortino Ratio Rank: 70
IDOG Omega Ratio Rank: 68
IDOG Calmar Ratio Rank: 88
IDOG Martin Ratio Rank: 84

JIVE

JIVE Risk / Return Rank: 87
JIVE Sharpe Ratio Rank: 91
JIVE Sortino Ratio Rank: 89
JIVE Omega Ratio Rank: 89
JIVE Calmar Ratio Rank: 83
JIVE Martin Ratio Rank: 83

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IDOG vs. JIVE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS International Sector Dividend Dogs ETF (IDOG) and Jpmorgan International Value ETF (JIVE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	IDOG	JIVE	Difference
Sharpe ratio: Return per unit of total volatility	2.29	3.02	-0.73
Sortino ratio: Return per unit of downside risk	3.05	3.92	-0.87
Omega ratio: Gain probability vs. loss probability	1.39	1.54	-0.15
Calmar ratio: Return relative to maximum drawdown	4.90	4.27	+0.63
Martin ratio: Return relative to average drawdown	16.75	16.40	+0.35

IDOG vs. JIVE - Sharpe Ratio Comparison

The current IDOG Sharpe Ratio is 2.29, which is comparable to the JIVE Sharpe Ratio of 3.02. The chart below compares the historical Sharpe Ratios of IDOG and JIVE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

IDOG vs. JIVE - Drawdown Comparison

The maximum IDOG drawdown since its inception was -37.32%, which is greater than JIVE's maximum drawdown of -13.79%. Use the drawdown chart below to compare losses from any high point for IDOG and JIVE.

Drawdown Indicators

	IDOG	JIVE	Difference
Max Drawdown Largest peak-to-trough decline	-37.32%	-13.79%	-23.53%
Max Drawdown (1Y) Largest decline over 1 year	-6.47%	-10.57%	+4.10%
Max Drawdown (3Y) Largest decline over 3 years	-13.92%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-25.31%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-37.32%	—	—
Current Drawdown Current decline from peak	-4.08%	-0.56%	-3.52%
Average Drawdown Average peak-to-trough decline	-7.90%	-1.94%	-5.96%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.89%	2.75%	-0.86%

Volatility

IDOG vs. JIVE - Volatility Comparison

The current volatility for ALPS International Sector Dividend Dogs ETF (IDOG) is 4.86%, while Jpmorgan International Value ETF (JIVE) has a volatility of 5.33%. This indicates that IDOG experiences smaller price fluctuations and is considered to be less risky than JIVE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IDOG	JIVE	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.86%	5.33%	-0.47%
Volatility (6M) Calculated over the trailing 6-month period	10.94%	12.72%	-1.78%
Volatility (1Y) Calculated over the trailing 1-year period	13.91%	15.01%	-1.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.69%	15.08%	+0.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.41%	15.08%	+2.33%

IDOG vs. JIVE - Expense Ratio Comparison

IDOG has a 0.50% expense ratio, which is lower than JIVE's 0.55% expense ratio.

Dividends

IDOG vs. JIVE - Dividend Comparison

IDOG's dividend yield for the trailing twelve months is around 4.45%, more than JIVE's 2.46% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDOG ALPS International Sector Dividend Dogs ETF	4.45%	4.26%	4.90%	4.86%	4.46%	3.85%	3.00%	5.41%	4.50%	3.33%	4.01%	4.19%
JIVE Jpmorgan International Value ETF	2.46%	2.88%	2.48%	0.74%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both IDOG and JIVE in my portfolio?

IDOG and JIVE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IDOG or JIVE?

JIVE has higher volatility (5.33%) compared to IDOG (4.86%). In terms of maximum drawdown, IDOG dropped -37.32% vs JIVE's -13.79%.

Which ETF is better, IDOG or JIVE?

On 1-year performance, JIVE leads with 44.94% vs 31.59% for IDOG. On fees, IDOG is cheaper at 0.50% per year. On volatility, IDOG has been the lower-risk option at 4.86%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IDOG or JIVE?

Over the 1-year period, JIVE has performed better with a 44.94% return vs 31.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IDOG or JIVE?

IDOG is cheaper with a 0.50% expense ratio, compared with 0.55% for JIVE.

Which ETF pays a higher dividend yield, IDOG or JIVE?

IDOG has the higher dividend yield at 4.45%, compared with 2.46% for JIVE.

What is the main difference between IDOG and JIVE?

They also come from different issuers: SS&C and JPMorgan. Their fees differ too: 0.50% for IDOG and 0.55% for JIVE.

Which has better risk-adjusted returns?

JIVE currently has the higher Sharpe Ratio (3.02 vs 2.29), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.